the "any" routine is written in C. The Perl equivalent is like this:

while (<$in>)
{
   if (/DATAmessage.*3\.0/)
   {
       print $OUT "$filename\n";
       last;  #no need to look anymore!
   }
}
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update:
Another place to use a List::Util function:

{   my %unique;

    print $OUT sort grep { ! $unique{ $_ }++ } <$IN>;
}

#####
again use List::Util to speed up Perl implementation...
####

use List::Util qw(any uniq);

print $OUT sort uniq <$IN>;
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my $prev = "";
foreach (sort <$IN>)
{
   print unless $_ eq $prev;
   $prev = $_;
}
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